+874.5%
RGTI vs PENG
+227.7%
+646.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.7% | -8.7% | -7.9% |
| 7D | +4.9% | +34.6% | -29.7% | -10.2% |
| 30D | -19.2% | -35.9% | +16.8% | -1.8% |
| 3M | -43.9% | -14.7% | -29.2% | -42.9% |
| 6M | -45.8% | +13.5% | -59.4% | -55.7% |
| YTD | -53.4% | +156.1% | -209.5% | -76.8% |
| 1Y | -63.5% | +141.3% | -204.8% | -81.2% |
| All | +874.5% | +227.7% | +646.9% | +332.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling